Dataset statistics
| Number of variables | 15 |
|---|---|
| Number of observations | 68629 |
| Missing cells | 52571 |
| Missing cells (%) | 5.1% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 8.4 MiB |
| Average record size in memory | 128.0 B |
Variable types
| Numeric | 15 |
|---|
ld_std_ask_price1 is highly overall correlated with ld_std_ask_price2 and 5 other fields | High correlation |
ld_std_ask_price2 is highly overall correlated with ld_std_ask_price1 and 5 other fields | High correlation |
ld_std_ask_size1 is highly overall correlated with ld_std_ask_size2 and 2 other fields | High correlation |
ld_std_ask_size2 is highly overall correlated with ld_std_ask_size1 and 6 other fields | High correlation |
ld_std_bid_ask_1 is highly overall correlated with ld_std_bid_ask_2 | High correlation |
ld_std_bid_ask_2 is highly overall correlated with ld_std_ask_size2 and 2 other fields | High correlation |
ld_std_bid_price1 is highly overall correlated with ld_std_ask_price1 and 5 other fields | High correlation |
ld_std_bid_price2 is highly overall correlated with ld_std_ask_price1 and 5 other fields | High correlation |
ld_std_bid_size1 is highly overall correlated with ld_std_ask_size2 and 2 other fields | High correlation |
ld_std_bid_size2 is highly overall correlated with ld_std_ask_size1 and 6 other fields | High correlation |
ld_std_volume_overall is highly overall correlated with ld_std_ask_size1 and 5 other fields | High correlation |
ld_std_wap_1 is highly overall correlated with ld_std_ask_price1 and 8 other fields | High correlation |
ld_std_wap_2 is highly overall correlated with ld_std_ask_price1 and 8 other fields | High correlation |
target_value is highly overall correlated with ld_std_ask_price1 and 5 other fields | High correlation |
ld_std_volume_difference has 52571 (76.6%) missing values | Missing |
ld_std_bid_size1 has unique values | Unique |
ld_std_ask_size1 has unique values | Unique |
ld_std_bid_size2 has unique values | Unique |
ld_std_ask_size2 has unique values | Unique |
ld_std_wap_1 has unique values | Unique |
ld_std_wap_2 has unique values | Unique |
ld_std_volume_overall has unique values | Unique |
Reproduction
| Analysis started | 2024-07-01 19:02:35.667229 |
|---|---|
| Analysis finished | 2024-07-01 19:03:02.864666 |
| Duration | 27.2 seconds |
| Software version | ydata-profiling v4.8.3 |
| Download configuration | config.json |
target_value
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68228 |
|---|---|
| Distinct (%) | 99.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0038878538 |
| Minimum | 0.000112782 |
|---|---|
| Maximum | 0.051954939 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.000112782 |
|---|---|
| 5-th percentile | 0.0011688978 |
| Q1 | 0.002030894 |
| median | 0.003060147 |
| Q3 | 0.004733416 |
| 95-th percentile | 0.0094920512 |
| Maximum | 0.051954939 |
| Range | 0.051842157 |
| Interquartile range (IQR) | 0.002702522 |
Descriptive statistics
| Standard deviation | 0.0029421081 |
|---|---|
| Coefficient of variation (CV) | 0.7567435 |
| Kurtosis | 13.636917 |
| Mean | 0.0038878538 |
| Median Absolute Deviation (MAD) | 0.001223305 |
| Skewness | 2.7721908 |
| Sum | 266.81952 |
| Variance | 8.6560001 × 10-6 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.004125058 | 2 | < 0.1% |
| 0.002760894 | 2 | < 0.1% |
| 0.001727059 | 2 | < 0.1% |
| 0.004879351 | 2 | < 0.1% |
| 0.003471 | 2 | < 0.1% |
| 0.001837649 | 2 | < 0.1% |
| 0.00106919 | 2 | < 0.1% |
| 0.001689191 | 2 | < 0.1% |
| 0.003476125 | 2 | < 0.1% |
| 0.001659372 | 2 | < 0.1% |
| Other values (68218) | 68609 |
| Value | Count | Frequency (%) |
| 0.000112782 | 1 | |
| 0.000145461 | 1 | |
| 0.000244148 | 1 | |
| 0.000276828 | 1 | |
| 0.00027703 | 1 | |
| 0.000289663 | 1 | |
| 0.000309087 | 1 | |
| 0.00031157 | 1 | |
| 0.000311773 | 1 | |
| 0.000312335 | 1 |
| Value | Count | Frequency (%) |
| 0.051954939 | 1 | |
| 0.04473676 | 1 | |
| 0.043173945 | 1 | |
| 0.042814297 | 1 | |
| 0.038972343 | 1 | |
| 0.038377884 | 1 | |
| 0.035858885 | 1 | |
| 0.035500722 | 1 | |
| 0.034833812 | 1 | |
| 0.033972923 | 1 |
ld_std_bid_price1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68502 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.00017314199 |
| Minimum | 0 |
|---|---|
| Maximum | 0.0031125466 |
| Zeros | 19 |
| Zeros (%) | < 0.1% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 5.624656 × 10-5 |
| Q1 | 9.1065653 × 10-5 |
| median | 0.00013192813 |
| Q3 | 0.00020281028 |
| 95-th percentile | 0.00042763595 |
| Maximum | 0.0031125466 |
| Range | 0.0031125466 |
| Interquartile range (IQR) | 0.00011174462 |
Descriptive statistics
| Standard deviation | 0.00014355986 |
|---|---|
| Coefficient of variation (CV) | 0.82914522 |
| Kurtosis | 28.877671 |
| Mean | 0.00017314199 |
| Median Absolute Deviation (MAD) | 4.9195733 × 10-5 |
| Skewness | 3.8812831 |
| Sum | 11.882562 |
| Variance | 2.0609433 × 10-8 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 19 | < 0.1% |
| 8.877857908 × 10-5 | 2 | < 0.1% |
| 0.0001403808274 | 2 | < 0.1% |
| 0.0001622102136 | 2 | < 0.1% |
| 8.602868184 × 10-5 | 2 | < 0.1% |
| 9.387564205 × 10-5 | 2 | < 0.1% |
| 0.0001322650496 | 2 | < 0.1% |
| 0.0001155319333 | 2 | < 0.1% |
| 8.924058784 × 10-5 | 2 | < 0.1% |
| 7.183026173 × 10-5 | 2 | < 0.1% |
| Other values (68492) | 68592 |
| Value | Count | Frequency (%) |
| 0 | 19 | |
| 1.167682331 × 10-5 | 1 | < 0.1% |
| 1.33054109 × 10-5 | 1 | < 0.1% |
| 1.368675476 × 10-5 | 1 | < 0.1% |
| 1.399539906 × 10-5 | 1 | < 0.1% |
| 1.419959881 × 10-5 | 1 | < 0.1% |
| 1.450853051 × 10-5 | 1 | < 0.1% |
| 1.461275315 × 10-5 | 1 | < 0.1% |
| 1.485567918 × 10-5 | 1 | < 0.1% |
| 1.494110802 × 10-5 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 0.003112546634 | 1 | |
| 0.002845618408 | 1 | |
| 0.002840477042 | 1 | |
| 0.002683021361 | 1 | |
| 0.002396022901 | 1 | |
| 0.00219399156 | 1 | |
| 0.002164484002 | 1 | |
| 0.002124978695 | 1 | |
| 0.002098735422 | 1 | |
| 0.002093555406 | 1 |
ld_std_ask_price1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68511 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.00017495087 |
| Minimum | 0 |
|---|---|
| Maximum | 0.0051478571 |
| Zeros | 19 |
| Zeros (%) | < 0.1% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 5.63391 × 10-5 |
| Q1 | 9.1600312 × 10-5 |
| median | 0.00013261789 |
| Q3 | 0.00020386792 |
| 95-th percentile | 0.00043776014 |
| Maximum | 0.0051478571 |
| Range | 0.0051478571 |
| Interquartile range (IQR) | 0.00011226761 |
Descriptive statistics
| Standard deviation | 0.00014918607 |
|---|---|
| Coefficient of variation (CV) | 0.85273119 |
| Kurtosis | 54.698632 |
| Mean | 0.00017495087 |
| Median Absolute Deviation (MAD) | 4.9555238 × 10-5 |
| Skewness | 4.6965117 |
| Sum | 12.006704 |
| Variance | 2.2256483 × 10-8 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 19 | < 0.1% |
| 0.0001405162475 | 2 | < 0.1% |
| 8.477630035 × 10-5 | 2 | < 0.1% |
| 0.0001168569288 | 2 | < 0.1% |
| 0.0001419887121 | 2 | < 0.1% |
| 7.699953858 × 10-5 | 2 | < 0.1% |
| 0.0001335382985 | 2 | < 0.1% |
| 9.60000325 × 10-5 | 2 | < 0.1% |
| 0.0001316934504 | 2 | < 0.1% |
| 8.582940791 × 10-5 | 2 | < 0.1% |
| Other values (68501) | 68592 |
| Value | Count | Frequency (%) |
| 0 | 19 | |
| 1.110569065 × 10-5 | 1 | < 0.1% |
| 1.330268788 × 10-5 | 1 | < 0.1% |
| 1.368323865 × 10-5 | 1 | < 0.1% |
| 1.402899943 × 10-5 | 1 | < 0.1% |
| 1.420803528 × 10-5 | 1 | < 0.1% |
| 1.422530841 × 10-5 | 1 | < 0.1% |
| 1.429950316 × 10-5 | 1 | < 0.1% |
| 1.466439062 × 10-5 | 1 | < 0.1% |
| 1.485455505 × 10-5 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 0.005147857126 | 1 | |
| 0.003688245546 | 1 | |
| 0.003492837073 | 1 | |
| 0.003189953044 | 1 | |
| 0.002844164846 | 1 | |
| 0.002738703974 | 1 | |
| 0.002629032359 | 1 | |
| 0.002528756624 | 1 | |
| 0.002507067053 | 1 | |
| 0.002354246797 | 1 |
ld_std_bid_price2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68520 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.00019050027 |
| Minimum | 0 |
|---|---|
| Maximum | 0.0037808092 |
| Zeros | 19 |
| Zeros (%) | < 0.1% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 5.7437462 × 10-5 |
| Q1 | 9.5521471 × 10-5 |
| median | 0.00014185437 |
| Q3 | 0.00022296523 |
| 95-th percentile | 0.00048441982 |
| Maximum | 0.0037808092 |
| Range | 0.0037808092 |
| Interquartile range (IQR) | 0.00012744376 |
Descriptive statistics
| Standard deviation | 0.00016924091 |
|---|---|
| Coefficient of variation (CV) | 0.88840248 |
| Kurtosis | 34.542234 |
| Mean | 0.00019050027 |
| Median Absolute Deviation (MAD) | 5.5830322 × 10-5 |
| Skewness | 4.2405398 |
| Sum | 13.073843 |
| Variance | 2.8642487 × 10-8 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 19 | < 0.1% |
| 0.0001469334238 | 2 | < 0.1% |
| 7.996243221 × 10-5 | 2 | < 0.1% |
| 7.749475481 × 10-5 | 2 | < 0.1% |
| 0.0003526294313 | 2 | < 0.1% |
| 0.0001851137495 | 2 | < 0.1% |
| 9.409853374 × 10-5 | 2 | < 0.1% |
| 0.0001162538538 | 2 | < 0.1% |
| 6.676712655 × 10-5 | 2 | < 0.1% |
| 7.361448661 × 10-5 | 2 | < 0.1% |
| Other values (68510) | 68592 |
| Value | Count | Frequency (%) |
| 0 | 19 | |
| 1.167388655 × 10-5 | 1 | < 0.1% |
| 1.33081312 × 10-5 | 1 | < 0.1% |
| 1.369380334 × 10-5 | 1 | < 0.1% |
| 1.399377743 × 10-5 | 1 | < 0.1% |
| 1.420231092 × 10-5 | 1 | < 0.1% |
| 1.450818763 × 10-5 | 1 | < 0.1% |
| 1.460961175 × 10-5 | 1 | < 0.1% |
| 1.485681605 × 10-5 | 1 | < 0.1% |
| 1.493882246 × 10-5 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 0.003780809231 | 1 | |
| 0.003235624172 | 1 | |
| 0.003151480108 | 1 | |
| 0.003122958122 | 1 | |
| 0.002946109278 | 1 | |
| 0.002945420332 | 1 | |
| 0.00284107076 | 1 | |
| 0.002812188119 | 1 | |
| 0.00277720578 | 1 | |
| 0.00265563 | 1 |
ld_std_ask_price2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68499 |
|---|---|
| Distinct (%) | 99.8% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.00019337495 |
| Minimum | 0 |
|---|---|
| Maximum | 0.0049444479 |
| Zeros | 19 |
| Zeros (%) | < 0.1% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 5.7812028 × 10-5 |
| Q1 | 9.6334079 × 10-5 |
| median | 0.00014362368 |
| Q3 | 0.0002250613 |
| 95-th percentile | 0.00049390789 |
| Maximum | 0.0049444479 |
| Range | 0.0049444479 |
| Interquartile range (IQR) | 0.00012872722 |
Descriptive statistics
| Standard deviation | 0.00017384717 |
|---|---|
| Coefficient of variation (CV) | 0.89901596 |
| Kurtosis | 40.539435 |
| Mean | 0.00019337495 |
| Median Absolute Deviation (MAD) | 5.6806952 × 10-5 |
| Skewness | 4.3992334 |
| Sum | 13.27113 |
| Variance | 3.0222838 × 10-8 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 19 | < 0.1% |
| 7.980124792 × 10-5 | 2 | < 0.1% |
| 0.0001358270092 | 2 | < 0.1% |
| 0.0001628818864 | 2 | < 0.1% |
| 0.0001220228005 | 2 | < 0.1% |
| 0.0001583105623 | 2 | < 0.1% |
| 0.0001870383858 | 2 | < 0.1% |
| 0.0001424738293 | 2 | < 0.1% |
| 0.0001058513735 | 2 | < 0.1% |
| 0.0003276618372 | 2 | < 0.1% |
| Other values (68489) | 68592 |
| Value | Count | Frequency (%) |
| 0 | 19 | |
| 1.110304675 × 10-5 | 1 | < 0.1% |
| 1.330190207 × 10-5 | 1 | < 0.1% |
| 1.3680763 × 10-5 | 1 | < 0.1% |
| 1.403150145 × 10-5 | 1 | < 0.1% |
| 1.41980654 × 10-5 | 1 | < 0.1% |
| 1.421401339 × 10-5 | 1 | < 0.1% |
| 1.430487009 × 10-5 | 1 | < 0.1% |
| 1.466756567 × 10-5 | 1 | < 0.1% |
| 1.484861423 × 10-5 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 0.004944447894 | 1 | |
| 0.003862201469 | 1 | |
| 0.003440321889 | 1 | |
| 0.003408104414 | 1 | |
| 0.003108011791 | 1 | |
| 0.003000094322 | 1 | |
| 0.002845710376 | 1 | |
| 0.002771146828 | 1 | |
| 0.002714247443 | 1 | |
| 0.002619737526 | 1 |
ld_std_bid_size1
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.1965565 |
| Minimum | 0.0068416619 |
|---|---|
| Maximum | 2.9747952 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.0068416619 |
|---|---|
| 5-th percentile | 0.55132067 |
| Q1 | 0.92725907 |
| median | 1.2101419 |
| Q3 | 1.4683355 |
| 95-th percentile | 1.8054909 |
| Maximum | 2.9747952 |
| Range | 2.9679536 |
| Interquartile range (IQR) | 0.54107646 |
Descriptive statistics
| Standard deviation | 0.38388727 |
|---|---|
| Coefficient of variation (CV) | 0.3208267 |
| Kurtosis | -0.19786453 |
| Mean | 1.1965565 |
| Median Absolute Deviation (MAD) | 0.2699603 |
| Skewness | -0.069420516 |
| Sum | 82118.477 |
| Variance | 0.14736944 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.14344429 | 1 | < 0.1% |
| 1.740280381 | 1 | < 0.1% |
| 1.367050564 | 1 | < 0.1% |
| 1.470401206 | 1 | < 0.1% |
| 1.524807208 | 1 | < 0.1% |
| 1.142498585 | 1 | < 0.1% |
| 1.926850274 | 1 | < 0.1% |
| 1.314129695 | 1 | < 0.1% |
| 1.029905254 | 1 | < 0.1% |
| 1.123148512 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 0.006841661873 | 1 | |
| 0.01012264485 | 1 | |
| 0.01913532836 | 1 | |
| 0.02323117119 | 1 | |
| 0.02667956457 | 1 | |
| 0.03562631796 | 1 | |
| 0.0361654355 | 1 | |
| 0.03642605282 | 1 | |
| 0.03990642535 | 1 | |
| 0.04049498139 | 1 |
| Value | Count | Frequency (%) |
| 2.974795226 | 1 | |
| 2.922383494 | 1 | |
| 2.915309618 | 1 | |
| 2.798097772 | 1 | |
| 2.794928544 | 1 | |
| 2.787534462 | 1 | |
| 2.784510956 | 1 | |
| 2.776839366 | 1 | |
| 2.754316447 | 1 | |
| 2.739419123 | 1 |
ld_std_ask_size1
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.1795025 |
| Minimum | 0.0063968603 |
|---|---|
| Maximum | 3.0297706 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.0063968603 |
|---|---|
| 5-th percentile | 0.54318133 |
| Q1 | 0.91624015 |
| median | 1.1889469 |
| Q3 | 1.4475796 |
| 95-th percentile | 1.7843524 |
| Maximum | 3.0297706 |
| Range | 3.0233737 |
| Interquartile range (IQR) | 0.5313394 |
Descriptive statistics
| Standard deviation | 0.37944789 |
|---|---|
| Coefficient of variation (CV) | 0.32170164 |
| Kurtosis | -0.17273226 |
| Mean | 1.1795025 |
| Median Absolute Deviation (MAD) | 0.26606996 |
| Skewness | -0.051921764 |
| Sum | 80948.076 |
| Variance | 0.1439807 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.424793244 | 1 | < 0.1% |
| 1.196829898 | 1 | < 0.1% |
| 1.316612079 | 1 | < 0.1% |
| 1.483292193 | 1 | < 0.1% |
| 0.8862270676 | 1 | < 0.1% |
| 1.226625166 | 1 | < 0.1% |
| 1.553646222 | 1 | < 0.1% |
| 1.555635534 | 1 | < 0.1% |
| 1.197569003 | 1 | < 0.1% |
| 1.25601571 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 0.006396860319 | 1 | |
| 0.0143030782 | 1 | |
| 0.01995120136 | 1 | |
| 0.02146569989 | 1 | |
| 0.02224496531 | 1 | |
| 0.02325570038 | 1 | |
| 0.02537015402 | 1 | |
| 0.0274907446 | 1 | |
| 0.02777868466 | 1 | |
| 0.03237542005 | 1 |
| Value | Count | Frequency (%) |
| 3.029770593 | 1 | |
| 3.02031774 | 1 | |
| 2.980309412 | 1 | |
| 2.778735344 | 1 | |
| 2.742821988 | 1 | |
| 2.714032732 | 1 | |
| 2.711632356 | 1 | |
| 2.703373068 | 1 | |
| 2.699210856 | 1 | |
| 2.689141999 | 1 |
ld_std_bid_size2
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.05406 |
| Minimum | 0.0005667965 |
|---|---|
| Maximum | 3.2534018 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.0005667965 |
|---|---|
| 5-th percentile | 0.16362202 |
| Q1 | 0.65044294 |
| median | 1.1176562 |
| Q3 | 1.4513199 |
| 95-th percentile | 1.8385004 |
| Maximum | 3.2534018 |
| Range | 3.252835 |
| Interquartile range (IQR) | 0.80087699 |
Descriptive statistics
| Standard deviation | 0.52216244 |
|---|---|
| Coefficient of variation (CV) | 0.49538209 |
| Kurtosis | -0.80907012 |
| Mean | 1.05406 |
| Median Absolute Deviation (MAD) | 0.38222698 |
| Skewness | -0.16240728 |
| Sum | 72339.083 |
| Variance | 0.27265362 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.208437918 | 1 | < 0.1% |
| 1.662217689 | 1 | < 0.1% |
| 1.635861633 | 1 | < 0.1% |
| 0.5059753298 | 1 | < 0.1% |
| 1.719065331 | 1 | < 0.1% |
| 0.2347781073 | 1 | < 0.1% |
| 1.18599332 | 1 | < 0.1% |
| 1.500745783 | 1 | < 0.1% |
| 1.265847778 | 1 | < 0.1% |
| 1.033409539 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 0.0005667964961 | 1 | |
| 0.0007274092387 | 1 | |
| 0.0007880158059 | 1 | |
| 0.001504139024 | 1 | |
| 0.001555764652 | 1 | |
| 0.001606081737 | 1 | |
| 0.001670756298 | 1 | |
| 0.002811166637 | 1 | |
| 0.002937640056 | 1 | |
| 0.003724402783 | 1 |
| Value | Count | Frequency (%) |
| 3.253401809 | 1 | |
| 3.201412483 | 1 | |
| 2.944508024 | 1 | |
| 2.856433024 | 1 | |
| 2.801109159 | 1 | |
| 2.780572929 | 1 | |
| 2.75569353 | 1 | |
| 2.751314444 | 1 | |
| 2.74791492 | 1 | |
| 2.733901497 | 1 |
ld_std_ask_size2
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.0344122 |
| Minimum | 0.00010926872 |
|---|---|
| Maximum | 2.9556729 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.00010926872 |
|---|---|
| 5-th percentile | 0.16291014 |
| Q1 | 0.64587248 |
| median | 1.090245 |
| Q3 | 1.4216163 |
| 95-th percentile | 1.8114161 |
| Maximum | 2.9556729 |
| Range | 2.9555636 |
| Interquartile range (IQR) | 0.77574387 |
Descriptive statistics
| Standard deviation | 0.5119196 |
|---|---|
| Coefficient of variation (CV) | 0.49488937 |
| Kurtosis | -0.77852158 |
| Mean | 1.0344122 |
| Median Absolute Deviation (MAD) | 0.37668654 |
| Skewness | -0.12747752 |
| Sum | 70990.675 |
| Variance | 0.26206168 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 1.360763455 | 1 | < 0.1% |
| 0.7710094601 | 1 | < 0.1% |
| 1.323530377 | 1 | < 0.1% |
| 0.6028997208 | 1 | < 0.1% |
| 1.127853576 | 1 | < 0.1% |
| 0.1708000643 | 1 | < 0.1% |
| 1.360885816 | 1 | < 0.1% |
| 1.664725826 | 1 | < 0.1% |
| 1.177255067 | 1 | < 0.1% |
| 1.067569107 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 0.0001092687231 | 1 | |
| 0.0004464769175 | 1 | |
| 0.0008525615245 | 1 | |
| 0.00124437639 | 1 | |
| 0.001272247753 | 1 | |
| 0.001292381457 | 1 | |
| 0.001332212176 | 1 | |
| 0.001555703783 | 1 | |
| 0.002153656807 | 1 | |
| 0.002246671438 | 1 |
| Value | Count | Frequency (%) |
| 2.955672901 | 1 | |
| 2.893509049 | 1 | |
| 2.831569861 | 1 | |
| 2.817376875 | 1 | |
| 2.729540658 | 1 | |
| 2.728510878 | 1 | |
| 2.706918831 | 1 | |
| 2.698092583 | 1 | |
| 2.693488137 | 1 | |
| 2.682798942 | 1 |
ld_std_bid_ask_1
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68144 |
|---|---|
| Distinct (%) | 99.3% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.27131126 |
| Minimum | 0 |
|---|---|
| Maximum | 0.95161843 |
| Zeros | 230 |
| Zeros (%) | 0.3% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0.084993008 |
| Q1 | 0.20543469 |
| median | 0.26838911 |
| Q3 | 0.34093556 |
| 95-th percentile | 0.4467033 |
| Maximum | 0.95161843 |
| Range | 0.95161843 |
| Interquartile range (IQR) | 0.13550086 |
Descriptive statistics
| Standard deviation | 0.10668971 |
|---|---|
| Coefficient of variation (CV) | 0.3932373 |
| Kurtosis | 0.39161814 |
| Mean | 0.27131126 |
| Median Absolute Deviation (MAD) | 0.067115098 |
| Skewness | -0.001815529 |
| Sum | 18619.82 |
| Variance | 0.011382694 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 230 | 0.3% |
| 0.05858162791 | 4 | < 0.1% |
| 0.07130330056 | 3 | < 0.1% |
| 0.08374910802 | 3 | < 0.1% |
| 0.09658770263 | 3 | < 0.1% |
| 0.09016370028 | 3 | < 0.1% |
| 0.07056052238 | 3 | < 0.1% |
| 0.1011059061 | 3 | < 0.1% |
| 0.04249957949 | 3 | < 0.1% |
| 0.04266025871 | 3 | < 0.1% |
| Other values (68134) | 68371 |
| Value | Count | Frequency (%) |
| 0 | 230 | |
| 1.651954676 × 10-6 | 1 | < 0.1% |
| 1.682979928 × 10-6 | 1 | < 0.1% |
| 1.726649657 × 10-6 | 1 | < 0.1% |
| 1.748412956 × 10-6 | 1 | < 0.1% |
| 1.817859925 × 10-6 | 1 | < 0.1% |
| 1.871881523 × 10-6 | 1 | < 0.1% |
| 1.915285338 × 10-6 | 1 | < 0.1% |
| 1.921823241 × 10-6 | 1 | < 0.1% |
| 1.939121603 × 10-6 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 0.951618433 | 1 | |
| 0.8523822427 | 1 | |
| 0.830712378 | 1 | |
| 0.830678761 | 1 | |
| 0.82524544 | 1 | |
| 0.8240718842 | 1 | |
| 0.796169281 | 1 | |
| 0.7933870554 | 1 | |
| 0.7717618346 | 1 | |
| 0.7707441449 | 1 |
ld_std_bid_ask_2
Real number (ℝ)
HIGH CORRELATION 
| Distinct | 68161 |
|---|---|
| Distinct (%) | 99.3% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.1766989 |
| Minimum | 0 |
|---|---|
| Maximum | 0.58029026 |
| Zeros | 231 |
| Zeros (%) | 0.3% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0.035784204 |
| Q1 | 0.14550211 |
| median | 0.18269156 |
| Q3 | 0.2183428 |
| 95-th percentile | 0.2779299 |
| Maximum | 0.58029026 |
| Range | 0.58029026 |
| Interquartile range (IQR) | 0.072840691 |
Descriptive statistics
| Standard deviation | 0.068182433 |
|---|---|
| Coefficient of variation (CV) | 0.3858679 |
| Kurtosis | 0.62011768 |
| Mean | 0.1766989 |
| Median Absolute Deviation (MAD) | 0.036346242 |
| Skewness | -0.42734154 |
| Sum | 12126.669 |
| Variance | 0.0046488441 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 231 | 0.3% |
| 0.19980295 | 3 | < 0.1% |
| 0.0249922201 | 3 | < 0.1% |
| 0.1766705513 | 3 | < 0.1% |
| 0.04137989879 | 3 | < 0.1% |
| 0.02688500099 | 3 | < 0.1% |
| 0.1927239299 | 2 | < 0.1% |
| 0.2280192822 | 2 | < 0.1% |
| 0.2202769667 | 2 | < 0.1% |
| 0.1841318309 | 2 | < 0.1% |
| Other values (68151) | 68375 |
| Value | Count | Frequency (%) |
| 0 | 231 | |
| 5.499782674 × 10-7 | 1 | < 0.1% |
| 5.578000923 × 10-7 | 1 | < 0.1% |
| 5.632107332 × 10-7 | 1 | < 0.1% |
| 5.755499046 × 10-7 | 1 | < 0.1% |
| 5.849357194 × 10-7 | 1 | < 0.1% |
| 5.877104741 × 10-7 | 1 | < 0.1% |
| 5.93231789 × 10-7 | 1 | < 0.1% |
| 5.964045044 × 10-7 | 1 | < 0.1% |
| 6.082715345 × 10-7 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 0.5802902579 | 1 | |
| 0.5339919329 | 1 | |
| 0.5227601528 | 1 | |
| 0.5150877237 | 1 | |
| 0.4908824265 | 1 | |
| 0.487690717 | 1 | |
| 0.4680674076 | 1 | |
| 0.4628034234 | 1 | |
| 0.4619769752 | 1 | |
| 0.4606779516 | 1 |
ld_std_wap_1
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.00022940492 |
| Minimum | 9.3489961 × 10-6 |
|---|---|
| Maximum | 0.0065640944 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 9.3489961 × 10-6 |
|---|---|
| 5-th percentile | 5.8128055 × 10-5 |
| Q1 | 0.00010597916 |
| median | 0.00016902114 |
| Q3 | 0.0002772449 |
| 95-th percentile | 0.00060037935 |
| Maximum | 0.0065640944 |
| Range | 0.0065547454 |
| Interquartile range (IQR) | 0.00017126574 |
Descriptive statistics
| Standard deviation | 0.00020994191 |
|---|---|
| Coefficient of variation (CV) | 0.91515873 |
| Kurtosis | 41.372113 |
| Mean | 0.00022940492 |
| Median Absolute Deviation (MAD) | 7.5137232 × 10-5 |
| Skewness | 4.1704558 |
| Sum | 15.74383 |
| Variance | 4.4075607 × 10-8 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 7.385756201 × 10-5 | 1 | < 0.1% |
| 0.0003566089625 | 1 | < 0.1% |
| 0.0002085586581 | 1 | < 0.1% |
| 2.820511944 × 10-5 | 1 | < 0.1% |
| 0.0003952344122 | 1 | < 0.1% |
| 9.294409845 × 10-5 | 1 | < 0.1% |
| 0.000292760202 | 1 | < 0.1% |
| 0.0001324313456 | 1 | < 0.1% |
| 0.0006160076007 | 1 | < 0.1% |
| 0.0002603769081 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 9.348996055 × 10-6 | 1 | |
| 9.619542903 × 10-6 | 1 | |
| 1.059369294 × 10-5 | 1 | |
| 1.192369513 × 10-5 | 1 | |
| 1.221195601 × 10-5 | 1 | |
| 1.282452801 × 10-5 | 1 | |
| 1.290952494 × 10-5 | 1 | |
| 1.315510115 × 10-5 | 1 | |
| 1.361749173 × 10-5 | 1 | |
| 1.367593036 × 10-5 | 1 |
| Value | Count | Frequency (%) |
| 0.006564094385 | 1 | |
| 0.005150089894 | 1 | |
| 0.003952823879 | 1 | |
| 0.003876715207 | 1 | |
| 0.003821951845 | 1 | |
| 0.003604553545 | 1 | |
| 0.003324589089 | 1 | |
| 0.00329656635 | 1 | |
| 0.003126303299 | 1 | |
| 0.003052298708 | 1 |
ld_std_wap_2
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.00031789743 |
| Minimum | 1.1865238 × 10-6 |
|---|---|
| Maximum | 0.0084693155 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 1.1865238 × 10-6 |
|---|---|
| 5-th percentile | 7.6202195 × 10-5 |
| Q1 | 0.00014218257 |
| median | 0.00023285154 |
| Q3 | 0.0003867905 |
| 95-th percentile | 0.00084358892 |
| Maximum | 0.0084693155 |
| Range | 0.008468129 |
| Interquartile range (IQR) | 0.00024460793 |
Descriptive statistics
| Standard deviation | 0.00029787377 |
|---|---|
| Coefficient of variation (CV) | 0.9370122 |
| Kurtosis | 33.526591 |
| Mean | 0.00031789743 |
| Median Absolute Deviation (MAD) | 0.00010770124 |
| Skewness | 3.9820807 |
| Sum | 21.816983 |
| Variance | 8.8728784 × 10-8 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 8.953274111 × 10-5 | 1 | < 0.1% |
| 0.0005419000475 | 1 | < 0.1% |
| 0.000320691483 | 1 | < 0.1% |
| 3.208913509 × 10-5 | 1 | < 0.1% |
| 0.0006122652391 | 1 | < 0.1% |
| 0.0001190143401 | 1 | < 0.1% |
| 0.0003077086368 | 1 | < 0.1% |
| 0.0001701411819 | 1 | < 0.1% |
| 0.0007007540818 | 1 | < 0.1% |
| 0.0003341969858 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 1.186523831 × 10-6 | 1 | |
| 1.564046298 × 10-6 | 1 | |
| 1.944608859 × 10-6 | 1 | |
| 2.046028451 × 10-6 | 1 | |
| 2.563125906 × 10-6 | 1 | |
| 2.920655151 × 10-6 | 1 | |
| 3.060674281 × 10-6 | 1 | |
| 3.331421105 × 10-6 | 1 | |
| 3.634124879 × 10-6 | 1 | |
| 3.821156699 × 10-6 | 1 |
| Value | Count | Frequency (%) |
| 0.008469315519 | 1 | |
| 0.005612209427 | 1 | |
| 0.005603598334 | 1 | |
| 0.005125243848 | 1 | |
| 0.004910844872 | 1 | |
| 0.004522389008 | 1 | |
| 0.004481303236 | 1 | |
| 0.004382028804 | 1 | |
| 0.004381747359 | 1 | |
| 0.004318790664 | 1 |
ld_std_volume_overall
Real number (ℝ)
HIGH CORRELATION  UNIQUE 
| Distinct | 68629 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.36664627 |
| Minimum | 0.0052009821 |
|---|---|
| Maximum | 1.9460871 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.0052009821 |
|---|---|
| 5-th percentile | 0.10050259 |
| Q1 | 0.26336616 |
| median | 0.34644508 |
| Q3 | 0.45498847 |
| 95-th percentile | 0.67916836 |
| Maximum | 1.9460871 |
| Range | 1.9408862 |
| Interquartile range (IQR) | 0.19162232 |
Descriptive statistics
| Standard deviation | 0.17315261 |
|---|---|
| Coefficient of variation (CV) | 0.47226066 |
| Kurtosis | 1.8768872 |
| Mean | 0.36664627 |
| Median Absolute Deviation (MAD) | 0.093950389 |
| Skewness | 0.89584296 |
| Sum | 25162.567 |
| Variance | 0.029981825 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.3120823898 | 1 | < 0.1% |
| 0.4349796957 | 1 | < 0.1% |
| 0.441609796 | 1 | < 0.1% |
| 0.3366424345 | 1 | < 0.1% |
| 0.3134725014 | 1 | < 0.1% |
| 0.1214568251 | 1 | < 0.1% |
| 0.4694215557 | 1 | < 0.1% |
| 0.4521458682 | 1 | < 0.1% |
| 0.7607495785 | 1 | < 0.1% |
| 0.3030121451 | 1 | < 0.1% |
| Other values (68619) | 68619 |
| Value | Count | Frequency (%) |
| 0.005200982124 | 1 | |
| 0.005920266886 | 1 | |
| 0.007676492274 | 1 | |
| 0.00773481352 | 1 | |
| 0.00880766484 | 1 | |
| 0.0123820324 | 1 | |
| 0.01299858527 | 1 | |
| 0.0131257553 | 1 | |
| 0.01338257538 | 1 | |
| 0.01357206235 | 1 |
| Value | Count | Frequency (%) |
| 1.946087137 | 1 | |
| 1.428055621 | 1 | |
| 1.407052745 | 1 | |
| 1.395689813 | 1 | |
| 1.389121223 | 1 | |
| 1.359325535 | 1 | |
| 1.3509138 | 1 | |
| 1.347304943 | 1 | |
| 1.342796258 | 1 | |
| 1.338431215 | 1 |
ld_std_volume_difference
Real number (ℝ)
MISSING 
| Distinct | 16058 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 52571 |
| Missing (%) | 76.6% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.96214264 |
| Minimum | 0.0036169224 |
|---|---|
| Maximum | 3.1175252 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 1.0 MiB |
Quantile statistics
| Minimum | 0.0036169224 |
|---|---|
| 5-th percentile | 0.53833506 |
| Q1 | 0.78422684 |
| median | 0.94977478 |
| Q3 | 1.1235354 |
| 95-th percentile | 1.4291909 |
| Maximum | 3.1175252 |
| Range | 3.1139083 |
| Interquartile range (IQR) | 0.33930856 |
Descriptive statistics
| Standard deviation | 0.28087643 |
|---|---|
| Coefficient of variation (CV) | 0.29192805 |
| Kurtosis | 2.161201 |
| Mean | 0.96214264 |
| Median Absolute Deviation (MAD) | 0.16910865 |
| Skewness | 0.50501558 |
| Sum | 15450.086 |
| Variance | 0.078891566 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.7452639302 | 1 | < 0.1% |
| 1.215811433 | 1 | < 0.1% |
| 0.9266800021 | 1 | < 0.1% |
| 1.172925255 | 1 | < 0.1% |
| 0.9020336163 | 1 | < 0.1% |
| 0.8102798195 | 1 | < 0.1% |
| 0.6839076204 | 1 | < 0.1% |
| 1.103505403 | 1 | < 0.1% |
| 0.5306252943 | 1 | < 0.1% |
| 1.03894412 | 1 | < 0.1% |
| Other values (16048) | 16048 | 23.4% |
| (Missing) | 52571 |
| Value | Count | Frequency (%) |
| 0.003616922368 | 1 | |
| 0.0145800378 | 1 | |
| 0.02526119283 | 1 | |
| 0.0280524674 | 1 | |
| 0.02993094204 | 1 | |
| 0.03168061144 | 1 | |
| 0.04661559303 | 1 | |
| 0.0475756678 | 1 | |
| 0.05397913695 | 1 | |
| 0.05412200757 | 1 |
| Value | Count | Frequency (%) |
| 3.117525239 | 1 | |
| 3.107417354 | 1 | |
| 3.097852344 | 1 | |
| 2.936582939 | 1 | |
| 2.900621192 | 1 | |
| 2.673520674 | 1 | |
| 2.659137402 | 1 | |
| 2.599075089 | 1 | |
| 2.537498648 | 1 | |
| 2.426001124 | 1 |
| ld_std_ask_price1 | ld_std_ask_price2 | ld_std_ask_size1 | ld_std_ask_size2 | ld_std_bid_ask_1 | ld_std_bid_ask_2 | ld_std_bid_price1 | ld_std_bid_price2 | ld_std_bid_size1 | ld_std_bid_size2 | ld_std_volume_difference | ld_std_volume_overall | ld_std_wap_1 | ld_std_wap_2 | target_value | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ld_std_ask_price1 | 1.000 | 0.975 | 0.183 | 0.309 | 0.093 | 0.433 | 0.944 | 0.929 | 0.193 | 0.329 | 0.172 | 0.330 | 0.915 | 0.884 | 0.839 |
| ld_std_ask_price2 | 0.975 | 1.000 | 0.196 | 0.348 | 0.076 | 0.491 | 0.926 | 0.924 | 0.215 | 0.370 | 0.185 | 0.346 | 0.918 | 0.905 | 0.830 |
| ld_std_ask_size1 | 0.183 | 0.196 | 1.000 | 0.743 | 0.228 | 0.430 | 0.171 | 0.191 | 0.497 | 0.534 | 0.330 | 0.639 | 0.331 | 0.319 | 0.276 |
| ld_std_ask_size2 | 0.309 | 0.348 | 0.743 | 1.000 | 0.103 | 0.535 | 0.305 | 0.344 | 0.549 | 0.736 | 0.292 | 0.751 | 0.507 | 0.549 | 0.422 |
| ld_std_bid_ask_1 | 0.093 | 0.076 | 0.228 | 0.103 | 1.000 | 0.605 | 0.093 | 0.077 | 0.235 | 0.108 | 0.408 | 0.165 | -0.032 | -0.074 | 0.029 |
| ld_std_bid_ask_2 | 0.433 | 0.491 | 0.430 | 0.535 | 0.605 | 1.000 | 0.428 | 0.483 | 0.448 | 0.547 | 0.370 | 0.484 | 0.444 | 0.454 | 0.416 |
| ld_std_bid_price1 | 0.944 | 0.926 | 0.171 | 0.305 | 0.093 | 0.428 | 1.000 | 0.977 | 0.201 | 0.324 | 0.188 | 0.328 | 0.913 | 0.882 | 0.839 |
| ld_std_bid_price2 | 0.929 | 0.924 | 0.191 | 0.344 | 0.077 | 0.483 | 0.977 | 1.000 | 0.211 | 0.360 | 0.191 | 0.341 | 0.916 | 0.901 | 0.830 |
| ld_std_bid_size1 | 0.193 | 0.215 | 0.497 | 0.549 | 0.235 | 0.448 | 0.201 | 0.211 | 1.000 | 0.752 | 0.402 | 0.649 | 0.350 | 0.339 | 0.298 |
| ld_std_bid_size2 | 0.329 | 0.370 | 0.534 | 0.736 | 0.108 | 0.547 | 0.324 | 0.360 | 0.752 | 1.000 | 0.344 | 0.750 | 0.525 | 0.567 | 0.440 |
| ld_std_volume_difference | 0.172 | 0.185 | 0.330 | 0.292 | 0.408 | 0.370 | 0.188 | 0.191 | 0.402 | 0.344 | 1.000 | 0.344 | 0.205 | 0.183 | 0.184 |
| ld_std_volume_overall | 0.330 | 0.346 | 0.639 | 0.751 | 0.165 | 0.484 | 0.328 | 0.341 | 0.649 | 0.750 | 0.344 | 1.000 | 0.531 | 0.526 | 0.466 |
| ld_std_wap_1 | 0.915 | 0.918 | 0.331 | 0.507 | -0.032 | 0.444 | 0.913 | 0.916 | 0.350 | 0.525 | 0.205 | 0.531 | 1.000 | 0.974 | 0.874 |
| ld_std_wap_2 | 0.884 | 0.905 | 0.319 | 0.549 | -0.074 | 0.454 | 0.882 | 0.901 | 0.339 | 0.567 | 0.183 | 0.526 | 0.974 | 1.000 | 0.844 |
| target_value | 0.839 | 0.830 | 0.276 | 0.422 | 0.029 | 0.416 | 0.839 | 0.830 | 0.298 | 0.440 | 0.184 | 0.466 | 0.874 | 0.844 | 1.000 |
| target_value | ld_std_bid_price1 | ld_std_ask_price1 | ld_std_bid_price2 | ld_std_ask_price2 | ld_std_bid_size1 | ld_std_ask_size1 | ld_std_bid_size2 | ld_std_ask_size2 | ld_std_bid_ask_1 | ld_std_bid_ask_2 | ld_std_wap_1 | ld_std_wap_2 | ld_std_volume_overall | ld_std_volume_difference | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 181334 | 0.001381 | 0.000053 | 0.000060 | 0.000048 | 0.000067 | 1.143444 | 1.424793 | 1.208438 | 1.360763 | 0.282237 | 0.168402 | 0.000074 | 0.000090 | 0.312082 | NaN |
| 59080 | 0.007188 | 0.000160 | 0.000225 | 0.000158 | 0.000235 | 1.627652 | 2.079402 | 1.374645 | 1.233838 | 0.176171 | 0.148316 | 0.000467 | 0.000478 | 0.430817 | NaN |
| 67472 | 0.003207 | 0.000140 | 0.000159 | 0.000170 | 0.000226 | 1.571714 | 1.119127 | 1.893497 | 1.501236 | 0.204541 | 0.185636 | 0.000259 | 0.000437 | 0.601381 | NaN |
| 387187 | 0.003743 | 0.000169 | 0.000133 | 0.000179 | 0.000137 | 1.390318 | 1.539796 | 1.525919 | 1.431490 | 0.360693 | 0.277138 | 0.000187 | 0.000239 | 0.395062 | NaN |
| 192846 | 0.003829 | 0.000106 | 0.000100 | 0.000111 | 0.000103 | 1.669688 | 1.928168 | 1.605620 | 1.383480 | 0.329972 | 0.217398 | 0.000152 | 0.000210 | 0.550260 | NaN |
| 414641 | 0.002670 | 0.000122 | 0.000119 | 0.000124 | 0.000123 | 1.388560 | 0.812458 | 0.956529 | 0.980435 | 0.434680 | 0.197899 | 0.000117 | 0.000174 | 0.269573 | NaN |
| 75066 | 0.001399 | 0.000060 | 0.000063 | 0.000056 | 0.000066 | 0.860984 | 0.882620 | 0.695094 | 0.637609 | 0.411070 | 0.185223 | 0.000063 | 0.000081 | 0.285563 | NaN |
| 151589 | 0.003027 | 0.000104 | 0.000108 | 0.000109 | 0.000117 | 1.072397 | 1.107812 | 0.743435 | 1.006299 | 0.274411 | 0.177110 | 0.000134 | 0.000180 | 0.303003 | NaN |
| 109245 | 0.005340 | 0.000396 | 0.000394 | 0.000396 | 0.000393 | 0.874018 | 0.854135 | 0.213187 | 0.138228 | 0.085746 | 0.035588 | 0.000334 | 0.000441 | 0.132561 | NaN |
| 357673 | 0.001807 | 0.000086 | 0.000087 | 0.000086 | 0.000087 | 0.676035 | 0.745352 | 0.142025 | 0.118517 | 0.099534 | 0.041312 | 0.000081 | 0.000107 | 0.099584 | 0.993125 |
| target_value | ld_std_bid_price1 | ld_std_ask_price1 | ld_std_bid_price2 | ld_std_ask_price2 | ld_std_bid_size1 | ld_std_ask_size1 | ld_std_bid_size2 | ld_std_ask_size2 | ld_std_bid_ask_1 | ld_std_bid_ask_2 | ld_std_wap_1 | ld_std_wap_2 | ld_std_volume_overall | ld_std_volume_difference | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 235594 | 0.001750 | 0.000088 | 0.000088 | 0.000088 | 0.000088 | 1.415258 | 1.451728 | 0.937642 | 0.881634 | 0.422300 | 0.189532 | 0.000089 | 0.000098 | 0.390716 | NaN |
| 62082 | 0.006938 | 0.000193 | 0.000192 | 0.000234 | 0.000236 | 1.650374 | 1.140789 | 1.640032 | 1.015712 | 0.310719 | 0.266269 | 0.000252 | 0.000336 | 0.354934 | NaN |
| 1689 | 0.005653 | 0.000515 | 0.000239 | 0.000511 | 0.000241 | 0.968539 | 0.771693 | 0.882836 | 1.246875 | 0.219841 | 0.159826 | 0.000425 | 0.000724 | 0.352074 | NaN |
| 127948 | 0.005273 | 0.000273 | 0.000290 | 0.000297 | 0.000308 | 1.060714 | 1.000940 | 0.898450 | 0.996232 | 0.308585 | 0.230894 | 0.000310 | 0.000343 | 0.382034 | NaN |
| 332322 | 0.003058 | 0.000178 | 0.000169 | 0.000222 | 0.000239 | 1.513583 | 1.743139 | 1.774722 | 1.554603 | 0.265404 | 0.253285 | 0.000271 | 0.000407 | 0.714769 | 0.805393 |
| 149226 | 0.001754 | 0.000100 | 0.000103 | 0.000100 | 0.000103 | 0.852728 | 0.969767 | 0.207066 | 0.255895 | 0.167235 | 0.069417 | 0.000087 | 0.000122 | 0.116810 | 1.055626 |
| 385833 | 0.003928 | 0.000068 | 0.000067 | 0.000069 | 0.000070 | 1.497950 | 1.352706 | 1.419726 | 1.388622 | 0.200685 | 0.170413 | 0.000126 | 0.000152 | 0.734643 | NaN |
| 179401 | 0.001521 | 0.000076 | 0.000084 | 0.000076 | 0.000084 | 0.722354 | 1.068183 | 0.290402 | 0.328775 | 0.272594 | 0.118914 | 0.000077 | 0.000090 | 0.171703 | NaN |
| 322924 | 0.002483 | 0.000075 | 0.000061 | 0.000079 | 0.000060 | 1.445166 | 1.799742 | 1.326436 | 1.463120 | 0.246166 | 0.180490 | 0.000118 | 0.000142 | 0.474381 | NaN |
| 384322 | 0.003137 | 0.000098 | 0.000074 | 0.000107 | 0.000086 | 1.625238 | 1.335591 | 1.825194 | 1.660972 | 0.237406 | 0.223035 | 0.000132 | 0.000174 | 0.787544 | NaN |